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Author ID: vidmar.matija Recent zbMATH articles by "Vidmar, Matija"
Published as: Vidmar, Matija; Vidmar, M.
External Links: MGP
Documents Indexed: 33 Publications since 2013, including 9 Additional arXiv Preprints
Co-Authors: 9 Co-Authors with 9 Joint Publications
346 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 36 times in 24 Documents Cited by Year
Markov chain approximations for transition densities of Lévy processes. Zbl 1303.60038
Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul
5
2014
First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050
Vidmar, Matija
5
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
4
2019
Exit problems for positive self-similar Markov processes with one-sided jumps. Zbl 1498.60176
Vidmar, Matija
4
2022
Ruin under stochastic dependence between premium and claim arrivals. Zbl 1416.91223
Vidmar, Matija
4
2018
Markov chain approximations to scale functions of Lévy processes. Zbl 1328.60120
Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul
3
2015
A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058
Vidmar, Matija
3
2020
Continuous-state branching processes with spectrally positive migration. Zbl 1505.60083
Vidmar, Matija
2
2022
Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija
2
2021
A note on the times of first passage for ‘nearly right-continuous’ random walks. Zbl 1307.60054
Vidmar, Matija
1
2014
Non-random overshoots of Lévy processes. Zbl 1321.60100
Vidmar, M.
1
2015
Some harmonic functions for killed Markov branching processes with immigration and culling. Zbl 1492.60243
Vidmar, Matija
1
2022
Complete monotonicity of time-changed Lévy processes at first passage. Zbl 1499.60150
Vidmar, Matija
1
2023
Complete monotonicity of time-changed Lévy processes at first passage. Zbl 1499.60150
Vidmar, Matija
1
2023
Exit problems for positive self-similar Markov processes with one-sided jumps. Zbl 1498.60176
Vidmar, Matija
4
2022
Continuous-state branching processes with spectrally positive migration. Zbl 1505.60083
Vidmar, Matija
2
2022
Some harmonic functions for killed Markov branching processes with immigration and culling. Zbl 1492.60243
Vidmar, Matija
1
2022
Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija
2
2021
A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058
Vidmar, Matija
3
2020
First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050
Vidmar, Matija
5
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
4
2019
Ruin under stochastic dependence between premium and claim arrivals. Zbl 1416.91223
Vidmar, Matija
4
2018
Markov chain approximations to scale functions of Lévy processes. Zbl 1328.60120
Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul
3
2015
Non-random overshoots of Lévy processes. Zbl 1321.60100
Vidmar, M.
1
2015
Markov chain approximations for transition densities of Lévy processes. Zbl 1303.60038
Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul
5
2014
A note on the times of first passage for ‘nearly right-continuous’ random walks. Zbl 1307.60054
Vidmar, Matija
1
2014

Citations by Year